The Imperium produces a number of bulkier weapons that require the might of a Space Marine, the teamwork of Guardsmen or mounting on a vehicle to be wielded effectively. Sit tight while I walk you through the stats for each of these weapons and their effectiveness in the current edition.
36" S5 AP4 Assault 3
Let's start with the humble heavy bolter. Its stats favour inflicting casualties on light/medium infantry. It has little effect on its own, but when several are combined you will consistently force saves on the enemy. The range is decent but does mean that you won't be in range some times, which can really hurt when in an infantry unit. Suffers from the low utility of AP4 when everyone and his dog is getting a 4+ cover save, and its inability to threaten most transports - although could be nice against a Dark Eldar's Armour 10.
These days you will commonly only spot heavy bolters as sponsons on Predators or Leman Russes, or mounted on a Chimera chasis. Its rare to see them carrried around on foot as they are not effective when unsupported.
24" S6 AP4 Heavy 4 Rending
The assault cannon is only available to Loyalist Marine armies, and even then it can only be taken on vehicles or by Terminators. This is necessary anyway because it's short range means that it must move forward and fire to be effective - so you shouldn't include it in a gunline. Good rate of fire and ability to rend means that the assault cannon can be a very effective weapon against vehicles - in fact it has a better chance of damaging AV 14 than a lascannon (when it's within range). It is also effective against any infantry, a good all-rounder. The king of heavy weapons in 4th edition, the assault cannon was brought into line with the Rending nerf of this edition and is now well balanced.
Assault cannons are commonly seen on drop pod Dreads as an alternative to the multi-melta (if Vulkan isn't around of course) and twin linked on the front of Land Raider Crusaders and Redeemers. The modern Terminator is more likely to be seen with a cyclone missile launcher, but Dark Angel and Black Templar Termis still prefer the assault cannon to their inferior cyclones.
48" S7 AP4 Heavy 2
The auto-cannon is like a baby lascannon, but trades in AP for a higher rate of fire. It is the ultimate imperial suppression fire weapon, with an excellent chance of damaging AV 11 and 12. With S7 it doubles as an excellent Monstrous Creature hunter. But with AP 4 it is still an ineffective marine killer.
These days the auto-cannon is a common sight on the battlefield due to it's effectiveness. Imperial guard squads will shoot them from the safety of their Chimera pillbox. Hydras and loyalist marine Dreads can rock two twin-linked 'cannons which can cause a lot of destruction! The Predator Destructor is a common choice too. Chaos marines can take auto-cannons as a heavy weapon choice unlike the loyalists, and it is a good weapon choice for their Crazy dreads too - just pop off a couple of frag missiles into the side of a nearby vehicle if you roll a 1 on the Crazed table.
- S5 AP4 Template
When light/medium infantry are sitting smugly in cover, the heavy flamer provides the means to shift them. Ignoring both cover saves and 4+ armour saves is a deadly combination - especially against scouts that have gone to ground for a 2+ cover save! As all you have to do is wound, twin linking this weapon gives a very good chance of wiping an entire unit! Heavy flamers are usually mounted on vehicles. When that vehicle is fast you can quickly deliver that template-of- death to achieve optimal placement. Don't forget that with Strength 5 you also have a chance of damaging any light vehicles you can cover with your template.
Heavy flamers are a common site mounted on vehicles. They are especially effective on fast vehicles such as land speeders, Blood Angel razorbacks and even the Witchhunter Immolator (not actually fast), all of which can fire after moving 12". This greatly increases your ability to manoever the flamer to cause maximum casualties. Chimeras can take them instead of the heavy bolter option - the choice really depends on the rest of your army. Heavy flamers are also effective when deep struck in, which can be done by Dreadnoughts and Terminators. Finally they can be taken by Sternguard on foot, and a squad of 5 in a transport can make an effective BBQ.
36" S7 AP2 Heavy Blast Gets Hot!
Against the right opponent a plasma cannon can threaten enormous harm. Deep-striking Terminators, Marines just disembarked from a vehicle, and Blood Angels/Death Guard/Incubi with Feel No Pain are prime targets - there is the potential to remove several of these tough models from the table. There are obvious steps an opponent can take to mitigate this threat - staying in cover and spreading models out being the two most obvious - but you can use this to control their movement on the table. Don't forget that it can also be used effectively against transports if there are no better targets available. The 36" range prevents you from threatening the entire board with a plasma cannon from the deployment zone, so initial position is important. Finally, when carried by infantry there is a huge drawback - you have a 1/6 chance of not even getting to fire the cannon each round, with a chance of losing the model too.
The only infantry with access to plasma cannons are loyalist marines, but they are rarely chosen due to the problem of Gets Hot! Plasma cannons are best mounted on vehicles such as Dreadnoughts and Leman Russ or Sentinels. The Leman Russ Exterminator can launch 5 plasma cannon shots per turn - annihilating a target even if it is in cover!
krak 48" S8 AP3
frag 48" S4 AP6 Blast
Cheap and versatile, this is a commonly seen and very effective weapon with a table-spanning range. The krak missiles are great at damaging vehicles up to AV 12, and offer better value for money than the lascannon equivalent. Not so effective against higher AP though. They are also brilliant for doubling out T4 infantry with multiple wounds - Tyranid Warriors do not like them at all. Finally they are great to take wounds off monstrous creatures with good armour saves. The frag missiles are far more situational and should only be used against densely packed troops in cover. But it's a nice option to have. Don't forget the AP is only 6, not the 5 of bolter weaponry.
Missile launchers are very common in modern loyalist marine armies. They are the preferred weapon of choice for Devastator/Long Fang squads due to their value for money. Cyclone missile launchers and Typhoon missile launchers (whilst technically different weapons, they have the same stats except for an increased rate of fire) are a good choice for Terminator and Land Speeders respectively. Imperial Guard can pack missile launcher teams into their squads and on Sentinels, but in general they are less commonly seen. It's worth pointing out here the value of a missile launcher on a Chaos Dreadnought with the Crazed rule - you can shoot frags at a nearby tank with no risk of damage.
24" S8 AP1 melta
If melta is king in 5th edition, then this must be the emperor of weapons! The same ability to kill transports but with twice the range means that the multi-melta can threaten a larger area of the board. But even with the extended range this is still an up-close-and-personal weapon - you will need to think hard about how you are going to get your multi-meltas into a position where they can get that double dice penetration roll. This is made a lot easier when mounted on a vehicle - infantry with a multi-melta fill a defensive roll, protecting an area (usually the midfield) with the threat of blowing stuff up. A single shot may easily miss though - they are far more effective when twin-linked or travelling in pairs.
Multi-meltas are common in the typical Space Marine army. They are most effective on land speeders, which can even deep strike and slag a tank without having to risk being shot down before. Droppod Dreadnoughts have a similar opportunity, but cost a lot more than a single land speeder. Dreads on foot can also use multi-meltas effectively, although they may have trouble getting into range for the first turn and might be better off running. Finally, Space Marines tactical squads can take one for free, jump in a Rhino which moves forward and pops smoke, thus threatening any enemy vehicle which wants to move forward into the middle of the table. Multi-meltas are less common in Imperial Guard armies, but may be taken as sponsons on a Leman Russ. Effective indeed, but getting close enough to use them exposes the tank to the enemy's own melta weaponry and assaulters, which are its weaknesses.
48" S9 AP2
The lascannon is an iconic imperial weapon, rightly feared by xenos everywhere. It features great range, Strength and AP; none are the best possible (ie the Tau railgun), but all are close. Although it can threaten Land Raiders and other AV14 tanks, this is usually not your best option - a marine's chance of causing damage at all is 1 in 6 per shot. Enough shots might get a result, but you are better off pointing these things at light and medium vehicles. The lascannon also shares the strengths of krak missiles, and in addition is also effective against Terminators. But you often pay a hefty price for that extra Strength, so think carefully before you splurge.
From a marine perspective, expect to see twin-linked lascannons on Land Raiders, Dreadnoughts, Razorbacks, and the single version in tactical squads. Devastators/Havoks won't touch them because of the excessive price. Imperial guard get a better price for lascannons in heavy weapon squads. Leman Russes carry a front mounted one, and Vendettas have three twin-linked 'cannons at a ridiculously cheap price.